-0.9%
CCL vs DLTR
+27.2%
-28.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.7% |
| 7D | -4.4% | -10.2% | +5.9% | -1.1% |
| 30D | -18.2% | -8.5% | -9.7% | -16.0% |
| 3M | -17.7% | +5.6% | -23.3% | -19.3% |
| 6M | -13.0% | +2.2% | -15.2% | -14.4% |
| YTD | -24.5% | -3.8% | -20.7% | -24.4% |
| 1Y | -26.9% | +22.9% | -49.9% | -32.5% |
| 3Y | +50.8% | +2.0% | +48.7% | +41.9% |
| 5Y | -0.9% | +29.8% | -30.7% | +0.1% |
| All | -0.9% | +27.2% | -28.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling